Optimization under Rare Chance Constraints
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Publication:5081097
DOI10.1137/20M1382490zbMath1493.90116arXiv2011.06052OpenAlexW3104728472MaRDI QIDQ5081097
Anirudh Subramanyam, Shanyin Tong, Vishwas Rao
Publication date: 1 June 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.06052
Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Large deviations (60F10)
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Uses Software
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